-43.8%
BIDU vs PEGA
-48.2%
+4.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -2.4% | -6.1% | +3.7% | -1.3% |
| 30D | -16.0% | +6.4% | -22.3% | -17.0% |
| 3M | -24.0% | +2.9% | -26.9% | -24.9% |
| 6M | -24.9% | -23.8% | -1.0% | -21.6% |
| YTD | -29.6% | -41.1% | +11.5% | -23.4% |
| 1Y | -15.2% | -38.2% | +23.1% | -9.1% |
| 3Y | -32.2% | +49.8% | -82.0% | -46.1% |
| 5Y | -43.8% | -48.0% | +4.3% | -32.8% |
| All | -43.8% | -48.2% | +4.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling